Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 2.31% 1.21 CHF 1.22 CHF 50'000 50'000 50'000 30'089 56'236 CHF 35'022 CHF 93.97% 93.97%
19.11.2024 2.51% 0.99 CHF 1.00 CHF 60'000 50'000 54'783 29'797 54'251 CHF 30'176 CHF 99.69% 99.69%
18.11.2024 2.10% 0.99 CHF 1.00 CHF 60'000 50'000 51'769 32'115 57'227 CHF 35'294 CHF 67.20% 67.20%
15.11.2024 1.66% 1.28 CHF 1.29 CHF 50'000 50'000 42'130 29'795 62'069 CHF 44'011 CHF 99.69% 99.69%
14.11.2024 1.47% 1.71 CHF 1.72 CHF 50'000 50'000 33'683 27'873 60'148 CHF 50'256 CHF 91.60% 91.60%
13.11.2024 1.36% 1.88 CHF 1.89 CHF 50'000 50'000 34'372 29'227 63'852 CHF 55'016 CHF 97.14% 97.14%
12.11.2024 1.32% 1.83 CHF 1.84 CHF 50'000 50'000 34'849 29'251 65'974 CHF 55'860 CHF 87.59% 87.59%
11.11.2024 1.34% 2.03 CHF 2.04 CHF 50'000 50'000 34'352 28'839 67'163 CHF 57'130 CHF 97.58% 97.58%
08.11.2024 1.53% 1.90 CHF 1.91 CHF 50'000 50'000 36'496 29'884 62'741 CHF 52'408 CHF 98.66% 98.66%
07.11.2024 1.75% 1.59 CHF 1.60 CHF 50'000 50'000 42'188 29'933 62'963 CHF 45'615 CHF 97.64% 97.64%

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